Peter Burridge

Search results

• 2018

  Testing for breaks in the weighting matrix

  Angulo, A., Burridge, P. & Mur, J., 1 Jan 2018, In: Regional Science and Urban Economics. 68, p. 115-129 15 p.

  Research output: Contribution to journal › Article › peer-review
• 2017

  Testing for a structural break in the weight matrix of the spatial error or spatial lag model

  Angulo, A., Burridge, P. & Mur, J., 1 Jun 2017, In: Spatial Economic Analysis . 12, 2-3, p. 161-181 21 p.

  Research output: Contribution to journal › Article › peer-review
• 2016

  Group interaction in research and the use of general nesting spatial models

  Burridge, P., Elhorst, P. & Zigova, K., 1 Dec 2016, In: Advances in Econometrics. 37, p. 223-258 26 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

• Quantifying the economic impact of government and charity funding of medical research on private research and development funding in the United Kingdom

  Sussex, J., Feng, Y., Burridge, P., Mestre-Ferrandiz, J., Pistollato, M., Hafner, M. & Grant, J., 24 Feb 2016, In: BMC Medicine. 14, 1, 23 p., 32.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File
• 2015

  Spatial effects in a common trend model of US city-level CPI

  Burridge, P., Iacone, F. & Lazarova, S., Sept 2015, In: Regional Science and Urban Economics. 54, p. 87-98 12 p.

  Research output: Contribution to journal › Article › peer-review
• 2012

  Improving the J test in the SARAR model by likelihood-based estimation

  Burridge, P., 2012, In: Spatial Economic Analysis . 7, 1, p. 75-107 33 p.

  Research output: Contribution to journal › Article › peer-review
• 2011

  A research agenda on general to specific model search

  Burridge, P., 2011, In: Investigaciones Regionales. 21, p. 71-90 20 p.

  Research output: Contribution to journal › Article › peer-review

• 2010

  Bootstrap Inference in Spatial Econometrics: the J-test

  Burridge, P. & Fingleton, B., 2010, In: Spatial Economic Analysis . 5, 1, p. 93-119 27 p.

  Research output: Contribution to journal › Article › peer-review
• 2009

  COMMENTARIES ON "Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition" by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor

  Burridge, P., 1 Jun 2009, In: Econometric Theory. 25, 03, p. 653-654 2 p.

  Research output: Contribution to journal › Article › peer-review
• 2008

  Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations

  Burridge, P. & Hristova, D., Jul 2008, In: Journal of Time Series Analysis. 29, 4, p. 695-718 24 p.

  Research output: Contribution to journal › Article › peer-review
• 2007

  Ordering the dispersion of ordinary least squares under near-integration

  Bailey, R. W. & Burridge, P., 1 Mar 2007, In: Statistics & Probability Letters. 77, 6, p. 594-597 4 p.

  Research output: Contribution to journal › Article › peer-review
• 2006

  Additive Outlier Detection via Extreme-Value Theory.

  Burridge, P. & Taylor, A. M. R., 21 Apr 2006, In: Journal of Time Series Analysis. 27, 5, p. 685-701 17 p.

  Research output: Contribution to journal › Article › peer-review
• 2005

  Is inflation stationary?

  Charemza, W. W., Hristova, D. & Burridge, P., 1 May 2005, In: Applied Economics. 37, 8, p. 901-903 3 p.

  Research output: Contribution to journal › Article › peer-review
• 2004

  Bootstrapping the HEGY seasonal unit root tests

  Burridge, P. & Taylor, A. M. R., Jan 2004, In: Journal of Econometrics. 123, 1, p. 67-87 20 p.

  Research output: Contribution to journal › Article › peer-review

• Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series

  Burridge, P., Gjorstrup, F. & Taylor, A. M. R., 1 Jun 2004.

  Research output: Working paper › Preprint
• 2002

  Relationships between Economic Growth, Foreign Direct Investment and Trade: Evidence from China

  Liu, X., Burridge, P. & Sinclair, P. J. N., 1 Jul 2002, In: Applied Economics Letters. 34, 11, p. 1433-40 8 p.

  Research output: Contribution to journal › Article › peer-review
• 2001

  An Integral Inequality On C([0,1]) And Dispersion Of OLS Under Near-Integration

  Bailey, R. W., Burridge, P. & Nandeibam, S., 1 Apr 2001, In: Econometric Theory. 17, 02, p. 471-474 4 p.

  Research output: Contribution to journal › Article › peer-review

• On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity

  Burridge, P. & Taylor, A. M. R., Aug 2001, In: Journal of Econometrics. 104, 1, p. 91-117 26 p.

  Research output: Contribution to journal › Article › peer-review

• On the properties of regression-based tests for seasonal unit roots in the presence of higher-order serial correlation

  Burridge, P. & Taylor, A. M. R., 1 Jul 2001, In: Journal of Business and Economic Statistics. 19, 3, p. 374-379 5 p.

  Research output: Contribution to journal › Article › peer-review
• 2000

  On the Power of GLS-Type Unit Root Tests

  Burridge, P. & Taylor, A. M. R., 1 Dec 2000, In: Oxford Bulletin of Economics and Statistics. 62, 5, p. 633-45 13 p.

  Research output: Contribution to journal › Article › peer-review

• Unit root tests in the presence of uncertainty about the non-stochastic trend

  Ayat, L. & Burridge, P., 1 Mar 2000, In: Journal of Econometrics. 95, 1, p. 71-96 26 p.

  Research output: Contribution to journal › Article › peer-review

• Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil

  Ho, L.-C., Burridge, P., Cadle, J. & Theobald, M., 1 May 2000, In: Pacific-Basin Finance Journal. 8, 2, p. 249-275 27 p.

  Research output: Contribution to journal › Article › peer-review
• 1997

  Occasional Optimality of T( rho-hat - 1)

  Burridge, P., 1 Aug 1997, In: Econometric Theory. 13, 04, p. 606-608 3 p.

  Research output: Contribution to journal › Article › peer-review
• 1996

  Occasional Optimality of T( rho-hat - 1)

  Burridge, P., 1 Aug 1996, In: Econometric Theory. 12, 03, p. 585-585 1 p.

  Research output: Contribution to journal › Article › peer-review

• The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test

  Burridge, P. & Guerre, E., 1 Oct 1996, In: Econometric Theory. 12, 04, p. 705-723 19 p.

  Research output: Contribution to journal › Article › peer-review
• 1995

  Agreement and Disagreement Between Unit Root Tests

  Boero, G., Burridge, P. & Sheldon, M., 1995.

  Research output: Working paper › Preprint

• Foreign direct investment, other capital flows, and current account deficits: what causes what?

  Fry, M. J., Claessens, C. A., Burridge, P. & Blanchet, M.-C., 1 Oct 1995.

  Research output: Working paper › Preprint
• 1994

  When should we use the Chi-square unit root test of Kahn and Ogaki?

  Burridge, P., 1994, In: Revista Espanola de Economia. 11, 2, p. 323 332 p.

  Research output: Contribution to journal › Article › peer-review

• 1992

  Current account imbalances in Sri Lanka and Taiwan: long-run adjustment mechanisms and policy reaction functions

  Burridge, P., Fry, M. J. & Sosvilla-Rivero, S., 1992, External Imbalances and Policy Constraints in the 1990s: Papers of the Fifteenth Annual Conference of the International Study Group. Milner, C. & Snowden, N. (eds.). Palgrave Macmillan

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
• 1991

  A Simple Non-Parametric Test for a Unit Root

  Boero, G. & Burridge, P., 1991.

  Research output: Working paper › Preprint

• A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

  Burridge, P., 1991.

  Research output: Working paper › Preprint
• 1990

  Seasonal adjustment and Kalman filtering: extension to periodic variances

  Burridge, P. & Wallis, K. F., 1990, In: Journal of Forecasting. 9, p. 109 118 p.

  Research output: Contribution to journal › Article › peer-review

• 1988

  Prediction theory for autoregressive moving average processes

  Burridge, P. & Wallis, K., 1988, In: Econometric Reviews. 7, 1, p. 65-95 31 p.

  Research output: Contribution to journal › Article › peer-review
• 1987

  Convergence of the Kalman Filter Gain for a Class of Nondetectable Signal Extraction Problems

  Burridge, P. & Hall, A., Nov 1987, In: IEEE Transactions on Automatic Control. 32, 11, p. 1036-1039 4 p.

  Research output: Contribution to journal › Article › peer-review

• 1985

  Calculating the variance of seasonally adjusted series

  Burridge, P. & Wallis, K. F., 1985, In: Journal of the American Statistical Association. 80, 391, p. 541 552 p.

  Research output: Contribution to journal › Article › peer-review

• 1984

  Unobserved-Components Models for Seasonal Adjustment Filters

  Burridge, P. & Wallis, K. F., 1 Oct 1984, In: Journal of Business and Economic Statistics. 2, 4, p. 350-59 10 p.

  Research output: Contribution to journal › Article › peer-review
• 1981

  Testing for a common factor in a spatial autoregression model

  Burridge, P., 1 Jul 1981, In: Environment and Planning A. 13, 7, p. 795-800 6 p.

  Research output: Contribution to journal › Article › peer-review

• Unemployment in the British Metropolitan Labour Areas

  Burridge, P. & Gordon, I. R., 1 Jul 1981, In: Oxford Economic Papers. 33, 2, p. 274-97 24 p.

  Research output: Contribution to journal › Article › peer-review
• 1980

  On the Cliff-Ord Test for Spatial Correlation

  Burridge, P., 1980, In: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY. 42, 1, p. 107-108 2 p.

  Research output: Contribution to journal › Article › peer-review